NYMEX Natural Gas Future March 2014

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	4.037	3.892	-0.145	-3.6%	4.075
High	4.037	3.905	-0.132	-3.3%	4.101
Low	3.874	3.852	-0.022	-0.6%	3.852
Close	3.890	3.873	-0.017	-0.4%	3.873
Range	0.163	0.053	-0.110	-67.5%	0.249
ATR	0.086	0.083	-0.002	-2.7%	0.000
Volume	5,348	15,006	9,658	180.6%	37,156

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.036	4.007	3.902
R3	3.983	3.954	3.888
R2	3.930	3.930	3.883
R1	3.901	3.901	3.878	3.889
PP	3.877	3.877	3.877	3.871
S1	3.848	3.848	3.868	3.836
S2	3.824	3.824	3.863
S3	3.771	3.795	3.858
S4	3.718	3.742	3.844

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.689	4.530	4.010
R3	4.440	4.281	3.941
R2	4.191	4.191	3.919
R1	4.032	4.032	3.896	3.987
PP	3.942	3.942	3.942	3.920
S1	3.783	3.783	3.850	3.738
S2	3.693	3.693	3.827
S3	3.444	3.534	3.805
S4	3.195	3.285	3.736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.101	3.852	0.249	6.4%	0.084	2.2%	8%	False	True	7,431
10	4.232	3.852	0.380	9.8%	0.082	2.1%	6%	False	True	6,884

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.130
2.618	4.044
1.618	3.991
1.000	3.958
0.618	3.938
HIGH	3.905
0.618	3.885
0.500	3.879
0.382	3.872
LOW	3.852
0.618	3.819
1.000	3.799
1.618	3.766
2.618	3.713
4.250	3.627

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	3.879	3.949
PP	3.877	3.924
S1	3.875	3.898

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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